Donauer, Stefanie; Heinen, Florian; Sibbertsen, Philipp - Universität <Hannover> / Wirtschaftswissenschaftliche … - 2010
show that the phenomena of getting strongly biased estimators is aconsequence of the so-called identication problem, the … problem of properly distinguishing thetransition function in relation to extreme parameter combinations. This happens in … particularfor either very small or very large values of the error term variance.[...] …